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Andrew J. Patton

Zelter Family Distinguished Professor
Economics
Box 90097, Durham, NC 27708-0097
228F Social Sciences, Box 90097, Durham, NC 27708

Overview


Patton’s research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, high frequency financial data, and the analysis of hedge funds and mutual funds. His research has appeared in a variety of academic journals, including the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Econometrica, Journal of Econometrics, and the Journal of the American Statistical Association. He has given hundreds of invited seminars around the world, at universities, central banks, and other institutions. A complete list of his current and past research is available at: http://econ.duke.edu/~ap172/research.html

Current Appointments & Affiliations


Zelter Family Distinguished Professor · 2016 - Present Economics, Trinity College of Arts & Sciences
Professor in the Department of Economics · 2013 - Present Economics, Trinity College of Arts & Sciences

Education, Training & Certifications


University of California, San Diego · 2002 Ph.D.
University of California, San Diego · 2000 M.A.
University of Technology Sydney (Australia) · 1998 B.Bus.